Strategy Tester Report
BItcoin H1 MN410 ver4.1.102
TitanFX-Demo01 (Build 1420)

通貨ペアBTCUSD (Bitcoin vs US Dollar)
期間1時間足(H1) 2017.05.17 01:00 - 2024.12.31 17:00 (2003.05.01 - 2025.01.01)
モデル全ティック (利用可能な最小時間枠による最も正確な方法)
パラメーターMagicNumber=410; RSIPeriod1=30; ProfitTarget1=8.5; mmLots=0.01; slts=""; UseSQTickSize=false; MainChartTickSizeSQ=0.01;
テストバー数57716モデルティック数396999796モデリング品質99.90%
不整合チャートエラー0
初期証拠金100000.00スプレッド変動
純益112731.48総利益572802.74総損失-460071.26
プロフィットファクタ1.25期待利得363.65
絶対ドローダウン1176.51最大ドローダウン77534.01 (27.33%)相対ドローダウン27.33% (77534.01)
総取引数310売りポジション(勝率%)127 (48.82%)買いポジション(勝率%)183 (61.20%)
勝率(%)174 (56.13%)負率 (%)136 (43.87%)
最大勝トレード11274.65敗トレード-24022.57
平均勝トレード3291.97敗トレード-3382.88
最大連勝(金額)9 (30740.21)連敗(金額)8 (-53697.49)
最大連勝(トレード数)41008.87 (4)連敗(トレード数)-53697.49 (8)
平均連勝2連敗2
Graph
#時間取引種別注文番号数量価格決済逆指値(S/L)決済指値(T/P)損益残高
12017.05.17 01:00buy10.011762.580.000.00
22017.05.17 01:00modify10.011762.581687.531912.31
32017.05.19 03:39t/p10.011915.231687.531912.31235.25100235.25
42017.05.22 14:00buy20.012107.430.000.00
52017.05.22 14:00modify20.012107.431806.402286.53
62017.05.22 21:18t/p20.012297.111806.402286.53297.31100532.56
72017.05.23 02:00buy30.012009.050.000.00
82017.05.23 02:00modify30.012009.051749.732179.77
92017.05.23 04:27t/p30.012181.101749.732179.77269.67100802.23
102017.05.25 11:00buy40.012646.860.000.00
112017.05.25 11:00modify40.012646.862085.972871.78
122017.06.06 12:49t/p40.012874.492085.972871.78326.00101128.23
132017.06.06 13:00buy50.012866.270.000.00
142017.06.06 13:00modify50.012866.272308.003109.83
152017.06.15 09:08s/l50.012305.512308.003109.83-905.98100222.25
162017.06.16 17:00buy60.012433.890.000.00
172017.06.16 17:00modify60.012433.891687.832640.67
182017.06.20 15:57t/p60.012641.271687.832640.67314.16100536.41
192017.06.21 10:00sell70.012691.180.000.00
202017.06.21 10:00modify70.012691.182727.332462.45
212017.06.21 11:11s/l70.012727.832727.332462.45-57.45100478.96
222017.06.28 07:00buy80.012524.760.000.00
232017.06.28 07:00modify80.012524.762125.672739.30
242017.07.17 00:00s/l80.011865.122125.672739.30-1083.5399395.43
252017.07.18 03:00buy90.012236.940.000.00
262017.07.18 03:00modify90.012236.941681.802427.04
272017.07.20 14:39t/p90.012427.461681.802427.04293.6199689.04
282017.07.20 16:00buy100.012521.050.000.00
292017.07.20 16:00modify100.012521.052190.572735.30
302017.07.21 00:00t/p100.012735.732190.572735.30333.52100022.56
312017.07.24 02:00buy110.012726.430.000.00
322017.07.24 02:00modify110.012726.432480.932958.14
332017.07.25 22:05s/l110.012480.662480.932958.14-388.2299634.33
342017.07.26 05:00sell120.012571.530.000.00
352017.07.26 05:00modify120.012571.532875.202353.01
362017.07.31 23:08s/l120.012875.782875.202353.01-479.7999154.54
372017.08.01 06:00buy130.012849.110.000.00
382017.08.01 06:00modify130.012849.112627.273091.18
392017.08.07 00:00t/p130.013264.572627.273091.18631.5999786.14
402017.08.07 22:00buy140.013328.820.000.00
412017.08.07 22:00modify140.013328.822699.033611.75
422017.08.14 00:00t/p140.014010.062699.033611.751039.90100826.04
432017.08.14 18:00buy150.014263.870.000.00
442017.08.14 18:00modify150.014263.873327.874626.22
452017.08.29 16:48t/p150.014626.233327.874626.22499.41101325.45
462017.09.04 18:00sell160.014283.040.000.00
472017.09.04 18:00modify160.014283.044790.073919.04
482017.09.13 07:08t/p160.013918.074790.073919.04563.51101888.96
492017.09.13 14:00sell170.013852.940.000.00
502017.09.13 14:00modify170.013852.944483.973525.50
512017.09.14 15:56t/p170.013525.094483.973525.50513.02102401.98
522017.09.14 22:00sell180.013409.060.000.00
532017.09.14 22:00modify180.013409.064525.133119.33
542017.09.15 10:16t/p180.013109.764525.133119.33468.38102870.36
552017.09.22 07:00sell190.013700.050.000.00
562017.09.22 07:00modify190.013700.054167.033385.59
572017.09.27 21:47s/l190.014167.434167.033385.59-736.68102133.69
582017.09.28 04:00buy200.014179.040.000.00
592017.09.28 04:00modify200.014179.043794.674534.23
602017.10.09 00:00t/p200.014582.973794.674534.23580.55102714.24
612017.10.11 19:00buy210.014838.970.000.00
622017.10.11 19:00modify210.014838.974562.375250.21
632017.10.12 18:42t/p210.015251.694562.375250.21641.65103355.88
642017.10.12 20:00buy220.015341.000.000.00
652017.10.12 20:00modify220.015341.004605.805794.99
662017.10.13 05:40t/p220.015796.014605.805794.99707.39104063.28
672017.10.13 12:00buy230.015660.140.000.00
682017.10.13 12:00modify230.015660.144570.806141.21
692017.10.30 00:00t/p230.016176.644570.806141.21702.59104765.87
702017.10.31 23:00buy240.016344.730.000.00
712017.10.31 23:00modify240.016344.735931.836884.00
722017.11.02 03:56t/p240.016884.855931.836884.00832.41105598.27
732017.11.03 04:00sell250.016985.610.000.00
742017.11.03 04:00modify250.016985.617809.476391.92
752017.11.08 19:28s/l250.017810.917809.476391.92-1301.37104296.90
762017.11.13 21:00buy260.016370.290.000.00
772017.11.13 21:00modify260.016370.296295.276911.67
782017.11.15 04:55t/p260.016912.696295.276911.67835.83105132.73
792017.11.20 05:00sell270.017977.820.000.00
802017.11.20 05:00modify270.017977.828250.107299.78
812017.11.20 19:14s/l270.018250.258250.107299.78-426.97104705.76
822017.11.21 00:00buy280.018249.960.000.00
832017.11.21 00:00modify280.018249.967330.978951.14
842017.11.27 00:29t/p280.019334.637330.978951.141642.80106348.56
852017.11.29 10:00buy290.0110552.960.000.00
862017.11.29 10:00modify290.0110552.969317.0011449.90
872017.11.29 21:36s/l290.019310.169317.0011449.90-1947.78104400.78
882017.11.29 22:00buy300.019547.390.000.00
892017.11.29 22:00modify300.019547.399317.0010358.82
902017.11.30 00:06t/p300.0110378.649317.0010358.821291.69105692.47
912017.11.30 04:00sell310.0110477.060.000.00
922017.11.30 04:00modify310.0110477.0612200.339586.55
932017.11.30 15:26t/p310.019568.9612200.339586.551423.22107115.69
942017.12.01 21:00buy320.0110493.730.000.00
952017.12.01 21:00modify320.0110493.738008.4311385.66
962017.12.04 03:01t/p320.0111400.368008.4311385.661385.28108500.97
972017.12.04 12:00buy330.0111392.080.000.00
982017.12.04 12:00modify330.0111392.088820.9012360.33
992017.12.06 08:07t/p330.0112368.348820.9012360.331504.71110005.68
1002017.12.06 13:00buy340.0112841.140.000.00
1012017.12.06 13:00modify340.0112841.1410855.4013932.59
1022017.12.07 02:06t/p340.0114199.9510855.4013932.592115.10112120.78
1032017.12.07 06:00buy350.0113911.880.000.00
1042017.12.07 06:00modify350.0113911.8811227.3315094.31
1052017.12.07 12:26t/p350.0115242.9111227.3315094.312086.07114206.85
1062017.12.07 16:00buy360.0115066.200.000.00
1072017.12.07 16:00modify360.0115066.2011227.3316346.72
1082017.12.07 17:56t/p360.0116353.5711227.3316346.722017.64116224.49
1092017.12.07 18:00buy370.0115798.110.000.00
1102017.12.07 18:00modify370.0115798.1111227.3317140.94
1112017.12.11 22:15t/p370.0117147.9511227.3317140.942050.48118274.98
1122017.12.20 20:00buy380.0116856.990.000.00
1132017.12.20 20:00modify380.0116856.9916778.4718289.74
1142017.12.20 20:05s/l380.0116775.6516778.4718289.74-127.48118147.50
1152017.12.22 02:00sell390.0115684.460.000.00
1162017.12.22 02:00modify390.0115684.4618313.9714351.32
1172017.12.22 03:51t/p390.0114349.4818313.9714351.322092.26120239.76
1182017.12.25 04:00buy400.0113932.520.000.00
1192017.12.25 04:00modify400.0113932.528103.4715116.76
1202017.12.26 06:34t/p400.0115155.318103.4715116.761901.46122141.21
1212017.12.26 15:00buy410.0115293.990.000.00
1222017.12.26 15:00modify410.0115293.9911749.7016593.88
1232018.01.05 23:00t/p410.0116593.9711749.7016593.881881.01124022.22
1242018.01.08 02:00buy420.0116216.690.000.00
1252018.01.08 02:00modify420.0116216.6913994.5317595.01
1262018.01.08 17:05s/l420.0113993.6613994.5317595.01-3484.07120538.15
1272018.01.12 05:00sell430.0113400.000.000.00
1282018.01.12 05:00modify430.0113400.0015917.4312261.00
1292018.01.16 10:08t/p430.0112259.5915917.4312261.001775.49122313.64
1302018.01.16 12:00sell440.0111404.920.000.00
1312018.01.16 12:00modify440.0111404.9214755.9310435.58
1322018.01.16 23:37t/p440.0110421.8214755.9310435.581540.77123854.41
1332018.01.22 22:00sell450.0110549.300.000.00
1342018.01.22 22:00modify450.0110549.3012400.179652.61
1352018.02.01 11:54t/p450.019652.3112400.179652.611381.65125236.06
1362018.02.01 19:00sell460.018961.010.000.00
1372018.02.01 19:00modify460.018961.0110705.278199.41
1382018.02.02 12:18t/p460.018198.7010705.278199.411192.74126428.81
1392018.02.05 10:00sell470.017918.960.000.00
1402018.02.05 10:00modify470.017918.9610302.237245.89
1412018.02.05 17:22t/p470.017245.5310302.237245.891055.45127484.26
1422018.02.06 02:00sell480.016870.310.000.00
1432018.02.06 02:00modify480.016870.319351.136286.42
1442018.02.06 05:26t/p480.016285.439351.136286.42916.66128400.92
1452018.02.07 20:00buy490.018376.280.000.00
1462018.02.07 20:00modify490.018376.285231.279088.18
1472018.02.14 14:12t/p490.019088.775231.279088.181053.34129454.25
1482018.02.15 14:00buy500.019660.960.000.00
1492018.02.15 14:00modify500.019660.968127.4310482.08
1502018.02.19 00:01t/p500.0110697.718127.4310482.081579.21131033.47
1512018.02.23 20:00buy510.0110165.790.000.00
1522018.02.23 20:00modify510.0110165.798918.0011029.78
1532018.03.02 03:26t/p510.0111029.938918.0011029.781277.05132310.52
1542018.03.02 05:00buy520.0111109.120.000.00
1552018.03.02 05:00modify520.0111109.129948.2012053.37
1562018.03.07 18:46s/l520.019948.149948.2012053.37-1880.90130429.62
1572018.03.13 03:00sell530.019086.260.000.00
1582018.03.13 03:00modify530.019086.2610443.378313.96
1592018.03.15 00:12t/p530.018313.6610443.378313.961207.03131636.65
1602018.03.15 10:00sell540.017805.010.000.00
1612018.03.15 10:00modify540.017805.019654.407141.67
1622018.03.30 00:05t/p540.017141.629654.407141.671012.33132648.98
1632018.04.02 08:00buy550.016957.620.000.00
1642018.04.02 08:00modify550.016957.625932.807549.00
1652018.04.12 14:24t/p550.017549.535932.807549.00853.03133502.01
1662018.04.12 22:00buy560.017754.230.000.00
1672018.04.12 22:00modify560.017754.236636.638413.31
1682018.04.20 13:41t/p560.018414.636636.638413.31964.92134466.93
1692018.04.24 14:00buy570.019370.330.000.00
1702018.04.24 14:00modify570.019370.338214.6710166.78
1712018.05.16 04:49s/l570.018214.328214.6710166.78-2029.55132437.39
1722018.05.17 11:00buy580.018307.940.000.00
1732018.05.17 11:00modify580.018307.947781.179014.07
1742018.05.23 10:43s/l580.017780.437781.179014.07-881.06131556.32
1752018.05.23 11:00sell590.017792.760.000.00
1762018.05.23 11:00modify590.017792.768491.307130.41
1772018.05.29 04:40t/p590.017130.258491.307130.411028.60132584.92
1782018.05.29 10:00sell600.017027.440.000.00
1792018.05.29 10:00modify600.017027.447531.436430.16
1802018.05.29 14:33s/l600.017531.637531.436430.16-790.20131794.72
1812018.05.30 06:00buy610.017569.890.000.00
1822018.05.30 06:00modify610.017569.896831.738213.23
1832018.06.11 01:00s/l610.016675.346831.738213.23-1497.58130297.14
1842018.06.13 07:00sell620.016485.530.000.00
1852018.06.13 07:00modify620.016485.536933.435934.32
1862018.06.29 02:19t/p620.015934.306933.435934.32841.39131138.53
1872018.06.29 09:00sell630.015833.960.000.00
1882018.06.29 09:00modify630.015833.966164.875338.11
1892018.07.02 00:01s/l630.016399.826164.875338.11-891.03130247.50
1902018.07.03 22:00sell640.016515.840.000.00
1912018.07.03 22:00modify640.016515.847117.235962.05
1922018.07.17 20:41s/l640.017122.857117.235962.05-971.44129276.06
1932018.07.18 03:00buy650.017374.770.000.00
1942018.07.18 03:00modify650.017374.776493.078001.55
1952018.07.24 13:32t/p650.018002.046493.078001.55934.47130210.53
1962018.07.24 14:00buy660.018193.950.000.00
1972018.07.24 14:00modify660.018193.957033.978890.38
1982018.08.06 00:01s/l660.016993.807033.978890.38-1990.24128220.29
1992018.08.06 02:00buy670.017085.080.000.00
2002018.08.06 02:00close670.016964.890.000.00-188.37128031.92
2012018.08.06 08:00sell680.017020.750.000.00
2022018.08.06 08:00modify680.017020.757668.506424.03
2032018.08.08 19:39t/p680.016423.887668.506424.03932.42128964.34
2042018.08.10 12:00sell690.016351.440.000.00
2052018.08.10 12:00modify690.016351.446736.375811.62
2062018.08.22 04:03s/l690.016737.626736.375811.62-622.05128342.29
2072018.08.23 03:00sell700.016296.750.000.00
2082018.08.23 03:00modify700.016296.756984.475761.57
2092018.08.28 02:43s/l700.016984.556984.475761.57-1085.24127257.05
2102018.08.30 12:00sell710.016879.450.000.00
2112018.08.30 12:00modify710.016879.457162.876294.74
2122018.09.03 00:01s/l710.017343.827162.876294.74-734.09126522.96
2132018.09.03 03:00buy720.017354.000.000.00
2142018.09.03 03:00modify720.017354.006657.477979.09
2152018.09.06 02:46s/l720.016652.576657.477979.09-1122.66125400.30
2162018.09.07 09:00buy730.016566.770.000.00
2172018.09.07 09:00modify730.016566.775787.577124.87
2182018.10.15 09:47t/p730.017134.705787.577124.87624.82126025.11
2192018.10.22 21:00sell740.016343.590.000.00
2202018.10.22 21:00close740.016463.330.000.00-187.66125837.45
2212018.10.24 13:00buy750.016491.360.000.00
2222018.10.24 13:00modify750.016491.366269.607043.06
2232018.10.29 14:22s/l750.016269.556269.607043.06-382.16125455.29
2242018.10.29 17:00sell760.016208.970.000.00
2252018.10.29 17:00modify760.016208.976422.075681.24
2262018.11.02 03:56s/l760.016422.426422.075681.24-340.06125115.24
2272018.11.02 07:00buy770.016417.200.000.00
2282018.11.02 07:00modify770.016417.206221.806962.66
2292018.11.13 03:37s/l770.016221.506221.806962.66-382.46124732.78
2302018.11.15 02:00sell780.015536.360.000.00
2312018.11.15 02:00modify780.015536.366537.735065.81
2322018.11.19 18:31t/p780.015065.816537.735065.81732.61125465.39
2332018.11.22 15:00sell790.014350.770.000.00
2342018.11.22 15:00modify790.014350.774889.473980.98
2352018.11.26 01:20t/p790.013980.954889.473980.98575.95126041.34
2362018.11.28 10:00buy800.014076.920.000.00
2372018.11.28 10:00modify800.014076.923345.434423.44
2382018.12.07 02:04s/l800.013344.603345.434423.44-1186.27124855.07
2392018.12.10 07:00buy810.013589.810.000.00
2402018.12.10 07:00modify810.013589.812884.673894.93
2412018.12.20 10:20t/p810.013896.992884.673894.93445.33125300.40
2422018.12.21 15:00sell820.013974.760.000.00
2432018.12.21 15:00modify820.013974.764422.073636.94
2442018.12.27 22:46t/p820.013636.634422.073636.94524.75125825.15
2452018.12.28 06:00sell830.013537.150.000.00
2462018.12.28 06:00modify830.013537.153842.773236.54
2472018.12.28 17:37s/l830.013865.873842.773236.54-515.20125309.95
2482018.12.31 03:00buy840.013883.100.000.00
2492018.12.31 03:00modify840.013883.103380.334213.16
2502019.01.22 13:39s/l840.013380.263380.334213.16-875.87124434.08
2512019.01.23 01:00buy850.013640.600.000.00
2522019.01.23 01:00modify850.013640.603317.403950.05
2532019.01.29 08:07s/l850.013316.453317.403950.05-530.67123903.41
2542019.01.29 13:00sell860.013324.880.000.00
2552019.01.29 13:00modify860.013324.883579.873042.28
2562019.02.08 18:47s/l860.013579.963579.873042.28-407.31123496.10
2572019.02.08 21:00buy870.013680.770.000.00
2582019.02.08 21:00modify870.013680.773269.903993.56
2592019.03.21 15:30t/p870.013993.783269.903993.56323.91123820.00
2602019.03.22 05:01buy880.014033.320.000.00
2612019.03.22 05:01modify880.014033.323786.074376.13
2622019.04.02 07:38t/p880.014376.583786.074376.13490.64124310.65
2632019.04.02 12:00buy890.014753.710.000.00
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